+4.7%
IYR vs SPMO
+24.6%
-19.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -1.4% | -0.9% | -0.4% | -1.4% |
| 30D | -2.7% | -1.9% | -0.7% | -2.7% |
| 3M | -2.1% | -1.4% | -0.8% | -2.5% |
| 6M | +3.6% | +25.5% | -21.9% | -3.0% |
| YTD | +8.1% | +24.8% | -16.7% | +1.2% |
| 1Y | +4.7% | +24.5% | -19.8% | -2.0% |
| All | +4.7% | +24.6% | -19.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling